Nothing
ffp: Fully Flexible Probabilities for Stress Testing and Portfolio Construction
Implements numerical entropy-pooling for portfolio construction and scenario analysis as described in Meucci, Attilio (2008) and Meucci, Attilio (2010) <doi:10.2139/ssrn.1696802>.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Bernardo Reckziegel [aut, cre] |
| Maintainer | Bernardo Reckziegel <bernardo_cse@hotmail.com> |
| License | MIT + file LICENSE |
| Version | 0.2.2 |
| URL | https://github.com/Reckziegel/FFP |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the ffp package in your browser
Any scripts or data that you put into this service are public.
